Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 6,01% | 0,18 CHF | 0,19 CHF | 240 000 | 240 000 | 235 740 | 235 740 | 39 433 CHF | 41 811 CHF | 99,99% | 99,99% |
15/07/2024 | 4,92% | 0,18 CHF | 0,19 CHF | 200 000 | 200 000 | 197 975 | 197 975 | 40 159 CHF | 42 141 CHF | 99,86% | 99,86% |
12/07/2024 | 4,59% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 215 435 | 215 435 | 46 846 CHF | 49 002 CHF | 100,00% | 100,00% |
11/07/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 240 000 | 240 000 | 237 587 | 237 587 | 47 450 CHF | 49 829 CHF | 99,99% | 99,99% |
10/07/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 220 000 | 220 000 | 217 787 | 217 787 | 40 578 CHF | 42 758 CHF | 100,00% | 100,00% |
09/07/2024 | 4,26% | 0,21 CHF | 0,22 CHF | 200 000 | 200 000 | 189 191 | 189 191 | 44 574 CHF | 46 472 CHF | 99,95% | 99,95% |
08/07/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 180 000 | 180 000 | 178 012 | 178 012 | 46 931 CHF | 48 717 CHF | 100,00% | 100,00% |
05/07/2024 | 3,39% | 0,27 CHF | 0,28 CHF | 170 000 | 170 000 | 168 290 | 168 290 | 49 907 CHF | 51 592 CHF | 99,99% | 99,99% |
04/07/2024 | 3,61% | 0,30 CHF | 0,31 CHF | 170 000 | 170 000 | 168 290 | 168 290 | 46 695 CHF | 48 380 CHF | 100,00% | 100,00% |
03/07/2024 | 3,73% | 0,28 CHF | 0,28 CHF | 190 000 | 190 000 | 188 088 | 188 088 | 50 508 CHF | 52 391 CHF | 99,99% | 99,99% |